Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.544640 0.613648 0.692625 0.790760 0.910949 1.055424 1.245512
2025-08-24 0.456070 0.538490 0.639940 0.777022 0.962452 1.212743 1.592059
2025-08-31 0.422224 0.518249 0.643979 0.827048 1.099044 1.511890 2.243675
2025-09-07 0.380009 0.478982 0.614277 0.822250 1.154140 1.708188 2.836476
2025-09-14 0.344408 0.443009 0.582375 0.806089 1.184915 1.872170 3.468278
2025-09-21 0.318589 0.417168 0.560700 0.800373 1.229548 2.074848 4.334488
2025-09-28 0.294289 0.390696 0.534359 0.781924 1.246061 2.227087 5.215909
2025-10-05 0.288589 0.390816 0.548388 0.832979 1.405707 2.763592 8.005303
2025-10-12 0.289611 0.400941 0.579197 0.919171 1.664771 3.719248 15.189414
2025-10-19 0.272790 0.381395 0.558301 0.904317 1.695137 4.048683 20.502741
2025-10-26 0.260495 0.368054 0.546522 0.905333 1.764151 4.561893 31.171050
2025-11-02 0.245413 0.349034 0.522977 0.878883 1.756784 4.798287 41.790820
2025-11-09 0.226541 0.323477 0.487350 0.826270 1.678028 4.747230 49.316022
2025-11-16 0.214180 0.308015 0.468674 0.807495 1.688854 5.111795 79.043244
2025-11-23 0.212104 0.309634 0.481169 0.858469 1.918139 6.841453 533.396332
2025-11-30 0.203147 0.298785 0.469287 0.852496 1.973455 7.747343 9158.758422
2025-12-07 0.193680 0.286441 0.453485 0.835057 1.986595 8.433956 NaN
2025-12-14 0.186258 0.277231 0.442979 0.828860 2.037681 9.557521 NaN
2025-12-21 0.178029 0.266119 0.427878 0.809361 2.035593 10.271163 NaN
2025-12-28 0.177743 0.269158 0.441088 0.863092 2.335995 15.296070 NaN
2026-01-04 0.180358 0.277621 0.466220 0.954031 2.862483 29.469256 NaN
2026-01-11 0.173659 0.268376 0.453417 0.938331 2.892709 34.315238 NaN
2026-01-18 0.168751 0.262235 0.446785 0.939400 3.011449 44.820422 NaN